+7.6%
SBUX vs SARO
-22.5%
+30.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -5.5% | -3.1% | -2.4% | -4.9% |
| 30D | -8.5% | -12.2% | +3.8% | -6.0% |
| 3M | -2.9% | -7.4% | +4.5% | -2.2% |
| 6M | -1.5% | -15.3% | +13.7% | +0.9% |
| YTD | +19.4% | -16.2% | +35.6% | +22.2% |
| 1Y | +22.9% | -12.1% | +35.1% | +23.6% |
| All | +7.6% | -22.5% | +30.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling